+192.5%
ECHO vs GFI
+1,066.8%
-874.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +3.7% | -4.9% | +8.6% | +4.1% |
| 30D | +0.7% | +10.7% | -10.0% | -0.1% |
| 3M | -27.3% | +25.6% | -52.9% | -28.6% |
| 6M | -17.0% | -8.3% | -8.7% | -17.0% |
| YTD | -14.3% | +6.3% | -20.6% | -15.0% |
| 1Y | +20.9% | +22.1% | -1.2% | +18.8% |
| 3Y | +423.0% | +289.2% | +133.8% | +386.2% |
| 5Y | +265.7% | +531.7% | -266.0% | +236.5% |
| All | +192.5% | +1,066.8% | -874.4% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling